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MR601776 (82a:60062) 60G40 (60J10 93E20)
Krylov, N. V. Controlled diffusion processes. Translated from the Russian by A. B. Aries. Applications of Mathematics, 14. Springer-Verlag, New York-Berlin, 1980. xii+308 pp. ISBN: 0-387-90461-1
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